Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR
type: Item
instance of: scholarly article
title: Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR
zbMATH Open document ID: 1206.91047
author: Chenghu Ma
author: Wing-Keung Wong
published in: European Journal of Operational Research
publication date: 2010-09-09T00:00:00Z
full work available at URL: 20074231156587055475115776.pdf
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B06
zbMATH DE Number: 5781898
zbMATH Keywords: decision analysis
zbMATH Keywords: risk analysis
zbMATH Keywords: risk attributes
zbMATH Keywords: utility
zbMATH Keywords: stochastic dominance
MaRDI profile type: Publication
OpenAlex ID: W3124505284
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DOI: 10.1016/J.EJOR.2010.05.043
description: scientific article; zbMATH DE number 5781898